We established and developed an in situ X-ray absorption fine structure (XAFS) experimental testing device for characterizing hydrogen-oxygen proton exchange membrane fuel cells (PEMFC) on XAFS beamline BL14W1 at the Shanghai Synchrotron Radiation Facility (SSRF). XAFS data were collected under the operating state of the fuel cell with Pt/C and Pd/C as the cathode and anode catalysts, respectively, while the cell current-voltage (J-V) Curve and power density curves were monitored. Changes in the oxidation states of the Pt/C catalyst were observed during the reaction process at different potentials. Strong Pt-O bonds on the surfaces of the Pt were found to be induced at high potential; this may hinder the performance of Pt and reduce its oxygen reduction reaction (ORR) activity. The study also verified the reliability and feasibility of the herein established experimental apparatus and technique.